Description

This analysis provides a forecast of VET prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-09-29 0.017205 0.019502 0.022013 0.024964 0.028342 0.032093 0.036581
2024-10-06 0.013916 0.017110 0.020916 0.025799 0.031920 0.039370 0.049169
2024-10-13 0.011424 0.014811 0.019080 0.024883 0.032613 0.042621 0.056660
2024-10-20 0.009861 0.013346 0.017943 0.024497 0.033675 0.046182 0.064701
2024-10-27 0.008497 0.011923 0.016621 0.023595 0.033789 0.048304 0.070829
2024-11-03 0.007941 0.011524 0.016616 0.024465 0.036410 0.054142 0.082910
2024-11-10 0.007421 0.011100 0.016503 0.025122 0.038728 0.059716 0.095193
2024-11-17 0.006961 0.010706 0.016373 0.025706 0.040950 0.065320 0.108134
2024-11-24 0.006358 0.010024 0.015724 0.025383 0.041654 0.068522 0.117414
2024-12-01 0.005853 0.009446 0.015175 0.025147 0.042443 0.071897 0.127323
2024-12-08 0.005417 0.008936 0.014682 0.024943 0.043240 0.075324 0.137670
2024-12-15 0.005175 0.008726 0.014662 0.025535 0.045468 0.081466 0.153721
2024-12-22 0.004815 0.008290 0.014233 0.025389 0.046398 0.085441 0.166329
2024-12-29 0.004651 0.008183 0.014367 0.026278 0.049347 0.093526 0.188156
2025-01-05 0.004231 0.007581 0.013566 0.025341 0.048697 0.094580 0.195697
2025-01-12 0.003932 0.007173 0.013077 0.024947 0.049056 0.097642 0.207816
2025-01-19 0.003592 0.006662 0.012355 0.024028 0.048257 0.098243 0.214621
2025-01-26 0.003508 0.006628 0.012534 0.024915 0.051260 0.107087 0.241059
2025-02-02 0.003403 0.006544 0.012605 0.025585 0.053866 0.115361 0.267302
2025-02-09 0.003296 0.006446 0.012640 0.026180 0.056368 0.123675 0.294780
2025-02-16 0.003099 0.006153 0.012259 0.025851 0.056780 0.127299 0.311201
2025-02-23 0.002927 0.005898 0.011933 0.025610 0.057366 0.131382 0.329333
2025-03-02 0.002771 0.005664 0.011634 0.025402 0.058004 0.135651 0.348531